+76.9%
TECK vs TYL
-6.4%
+83.3%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TYL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.0% | +4.4% | +0.7% |
| 7D | -0.3% | -3.7% | +3.3% | -0.1% |
| 30D | +4.6% | +18.7% | -14.1% | +3.4% |
| 3M | +2.8% | +18.1% | -15.3% | +1.4% |
| 6M | +24.9% | -1.1% | +26.0% | +26.3% |
| YTD | +44.7% | -19.8% | +64.6% | +55.3% |
| 1Y | +112.0% | -34.3% | +146.3% | +143.5% |
| All | +76.9% | -6.4% | +83.3% | +79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside TYL.
Daily Out/Under-Performance
Portfolio return minus TYL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TYL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded TYL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling